+328.9%
CME vs MTSI
+448.7%
-119.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.3% | -0.9% |
| 7D | +0.9% | -10.0% | +10.9% | +1.3% |
| 30D | +13.2% | -37.2% | +50.4% | +15.4% |
| 3M | +16.3% | -30.1% | +46.3% | +17.6% |
| 6M | +7.1% | -31.9% | +39.0% | +7.9% |
| YTD | +15.8% | +23.2% | -7.3% | +11.6% |
| 1Y | +17.1% | +26.4% | -9.3% | +12.4% |
| 3Y | +63.2% | +186.2% | -123.0% | +43.3% |
| 5Y | +70.2% | +187.0% | -116.8% | +47.2% |
| All | +328.9% | +448.7% | -119.8% | +222.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling